Arima Communications (Taiwan) Market Value
| 8101 Stock | TWD 19.15 0.65 3.28% |
| Symbol | Arima |
Arima Communications 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Arima Communications' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Arima Communications.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Arima Communications on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Arima Communications Corp or generate 0.0% return on investment in Arima Communications over 90 days. Arima Communications is related to or competes with Silitech Technology, Merry Electronics, Cheng Uei, Wistron NeWeb, and Qisda Corp. Arima Communications Corp. researches, develops, designs, manufactures, and sells mobile communication and Internet of T... More
Arima Communications Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Arima Communications' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Arima Communications Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.93 | |||
| Value At Risk | (9.92) | |||
| Potential Upside | 9.93 |
Arima Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arima Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arima Communications' standard deviation. In reality, there are many statistical measures that can use Arima Communications historical prices to predict the future Arima Communications' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | 0.3652 | |||
| Treynor Ratio | 0.282 |
Arima Communications Corp Backtested Returns
At this stage we consider Arima Stock to be not too volatile. Arima Communications Corp secures Sharpe Ratio (or Efficiency) of 0.0342, which signifies that the company had a 0.0342 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Arima Communications Corp, which you can use to evaluate the volatility of the firm. Please confirm Arima Communications' Mean Deviation of 3.56, risk adjusted performance of (0.03), and Standard Deviation of 4.92 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Arima Communications has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.89, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Arima Communications are expected to decrease slowly. On the other hand, during market turmoil, Arima Communications is expected to outperform it slightly. Arima Communications Corp right now shows a risk of 3.62%. Please confirm Arima Communications Corp mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Arima Communications Corp will be following its price patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
Arima Communications Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Arima Communications time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arima Communications Corp price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Arima Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Arima Communications Corp lagged returns against current returns
Autocorrelation, which is Arima Communications stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Arima Communications' stock expected returns. We can calculate the autocorrelation of Arima Communications returns to help us make a trade decision. For example, suppose you find that Arima Communications has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Arima Communications regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Arima Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arima Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arima Communications stock over time.
Current vs Lagged Prices |
| Timeline |
Arima Communications Lagged Returns
When evaluating Arima Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arima Communications stock have on its future price. Arima Communications autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Arima Communications autocorrelation shows the relationship between Arima Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Arima Communications Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Arima Stock Analysis
When running Arima Communications' price analysis, check to measure Arima Communications' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Arima Communications is operating at the current time. Most of Arima Communications' value examination focuses on studying past and present price action to predict the probability of Arima Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arima Communications' price. Additionally, you may evaluate how the addition of Arima Communications to your portfolios can decrease your overall portfolio volatility.